I don't think you can use Exposure Bracking and the Self Timer at the same time.

They are both drive mode options, and you cannot select more than one drive mode at the same time.

If you're trying to use Exposure Bracketing without disturbing the camera, your best bet would be to use a cable release to trigger the shutter like the Sony RM-S1AM (Sony Remote Commander) or equivalent. You'll find generic cable releases for around $10 on Ebay (and wireless releases for not too much more). Just search for Sony Alpha Shutter Release for listings.

One of the vendors you'll see listings from is gadgetinfinity. They're a reputable Hong Kong based vendor, and you can also buy from their web site. Here are the shutter releases they offer for your camera:

Thanks for the advice, i'll look into those. Too bad both functions couldn't be performed at the same time. There should be no physical reason why that is so, is that a feature that the A700 lacks as well?

Yes (same limitation with the A700). You can only select one drive mode at a time (and your bracketing options and self timer option are separate drive modes).

I agree with you. Having both options available simultaneously would make sense, since I can imagine some users want to use the self timer to prevent camera vibration while using Exposure Bracketing. But, apparently, that wasn't considered in the software design. Sony does include a wireless remote control with the A700, though.